Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (2020)
Abstract
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Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2019.10.010
Publication URI: http://dx.doi.org/10.1016/j.jeconom.2019.10.010
Type: Journal Article/Review
Parent Publication: Journal of Econometrics
Issue: 1